The expectation--maximization (EM) algorithm combines global monotonicity, local linear convergence, and strong practical robustness, but these features are usually analyzed separately. Global descent is nonlinear, whereas local convergence is governed by the spectrum of the linearized EM map. How these two levels fit into a single dynamical picture has remained less transparent. We make explicit the latent-variable operator that connects them. Along the EM trajectory, the likelihood increment admits a global energy decomposition in terms of posterior-relative entropy. Linearization at a nondegenerate maximizer $θ^\ast$ then reveals the local operator \[ \mathcal G_{θ^\ast}=I-DT(θ^\ast), \] which coincides with both the missing-information ratio and the information-geometric Hessian of the observed likelihood. This operator provides a unified description of local contraction, posterior rigidity, and geometric curvature. Its spectrum yields a sharp characterization of local convergence and naturally leads to an optimal scalar relaxation rule for locally accelerated EM. These results place global descent, local spectral behavior, and optimal local relaxation within a common dynamical framework.

Access to modern generative systems is often restricted to querying an API (the ``black-box" setting) and many properties of the system are unknown to the user at inference time. While recent work has shown that low-dimensional representations of models based on the relationship between their embedded responses to a set of queries are useful for inferring model-level properties, the quality of these representations is highly sensitive to the query set. We introduce the \emph{discriminative factorization} to distinguish between high- and low-quality query sets in the context of black-box model-level classification. Under this framework, the probability of chance-level classification decays exponentially in the query budget. On three auditing tasks, estimated factorization parameters predict the empirical performance decay rate. We conclude by showing that query sets selected using the estimated discriminative field reproduce the empirical ordering of oracle query sets.

Online learning from a stream of data is a defining feature of intelligence, yet modern machine learning systems often struggle in this setting, especially under distributional shift. To understand its basic properties, we study the relationship between online and offline learning in the context of kernel regression. We derive a closed-form expression for the function learned by online kernel regression, revealing that online kernel regression is equivalent to offline regression with shifted, inaccurate target outputs. Conversely, we show that by compensating for this effective shift in the teaching signal through target correction, online kernel-based learning can provably learn the same predictor as its offline counterpart. We derive both a closed-form expression for this target correction and an iterative form that can be applied sequentially. Applying this framework to image classification tasks on CIFAR-10 and CORe50, we show that online stochastic gradient descent with iteratively corrected targets outperforms learning with the true targets in continual learning settings. This work therefore provides a basic framework for analyzing and improving online learning in non-stationary environments.

Vision-Language Latent Diffusion Models (LDMs) (Rombach et al., 2022) provide powerful generative priors for inverse problems. However, existing LDM-based inverse solvers typically require a large number of neural function evaluations (NFEs) and backpropagation through large pretrained components, leading to substantial computational costs and, in some cases, degraded reconstruction quality. We propose a unified Euclidean-Wasserstein-2 gradient-flow framework that jointly performs posterior sampling and prompt optimization in the latent space through a single flow that aligns the prior and posterior with the observed data. Combined with few-step latent text-to-image models, this formulation enables low-NFE inference without backpropagation through autoencoders. Experiments across several canonical imaging inverse problems show that our method achieves state-of-the-art performance with significantly reduced computational cost.

Neural posterior estimation has emerged as a powerful tool for amortized inference, with growing adoption across scientific and applied domains. In many of these applications, the conditioning variable is a set of observations whose elements depend not only on the target but also on unknown factors shared across the set. Optimal inference therefore requires treating the set jointly, which in turn requires training the estimator at the deployment set size -- a regime where memory and compute quickly become prohibitive. We introduce a simple, theoretically grounded strategy that decouples representation learning from posterior modeling. Our method trains a mean-pool Deep Set on sets of size at most two, producing an encoder that generalizes to arbitrary set sizes. The inference head is then finetuned on pre-aggregated embeddings, making training cost essentially independent of the deployment set size N. Across scalar, image, multi-view 3D, molecular, and high-dimensional conditional generation benchmarks with N in the thousands, our approach matches or outperforms standard baselines at a fraction of the compute.

We study a class of bilevel optimization problems in which both the upper- and lower-level problems have minimax structures. This setting captures a broad range of emerging applications. Despite the extensive literature on bilevel optimization and minimax optimization separately, existing methods mainly focus on bilevel optimization with lower-level minimization problems, often under strong convexity assumptions, and are not directly applicable to the minimax lower-level setting considered here. To address this gap, we develop penalty-based first-order methods for bilevel minimax optimization without requiring strong convexity of the lower-level problem. In the deterministic setting, we establish that the proposed method finds an $ε$-KKT point with $\tilde{O}(ε^{-4})$ oracle complexity. We further show that bilevel problems with convex constrained lower-level minimization can be reformulated as special cases of our framework via Lagrangian duality, leading to an $\tilde{O}(ε^{-4})$ complexity bound that improves upon the existing $\tilde{O}(ε^{-7})$ result. Finally, we extend our approach to the stochastic setting, where only stochastic gradient oracles are available, and prove that the proposed stochastic method finds a nearly $ε$-KKT point with $\tilde{O}(ε^{-9})$ oracle complexity.

Distributional treatment effects can be invisible to means: a treatment may preserve average outcomes while changing tails, modes, dispersion, or rare-event probabilities. Kernel tests can detect discrepancies between interventional outcome laws, but global tests do not reveal where the laws differ. We propose DR-ME, to our knowledge the first semiparametrically efficient finite-location test for interpretable distributional treatment effects. DR-ME evaluates an interventional kernel witness at learned outcome locations, returning causal-discrepancy coordinates rather than only a global rejection. From observational data, we derive orthogonal doubly robust kernel features whose centered oracle form is the canonical gradient of this finite witness. For fixed locations, we characterize the local testing limit: DR-ME is chi-square calibrated under the null, has noncentral chi-square local power, and uses the covariance whitening that optimizes local signal-to-noise for discrepancies visible through the selected coordinates. This efficient local-power geometry yields a principled location-learning criterion, with sample splitting preserving post-selection validity. Experiments show near-nominal type-I error, competitive power against global doubly robust kernel tests, and interpretable learned locations that localize distributional effects in a semi-synthetic medical-imaging study.

Asteroseismology is the study of resonant oscillations of stars to infer their internal structure and dynamics. It is also a powerful tool for precisely determining stellar parameters such as mass, radius, surface gravity, and age. The ongoing TESS mission, with its nearly complete sky coverage, presents a unique opportunity to uniformly probe stellar populations across the Milky Way. TESS is estimated to have observed more than 300,000 oscillating red giants, most of which have one to two months of observations. Given the scale of this dataset, we need a fast, efficient, and robust way to analyse the data. In this work, our objective is to develop a machine learning (ML) based method to infer asteroseismic parameters from short-duration observations. Specifically, we focus on two global seismic parameters, the large frequency separation ($Δν$) and the frequency at maximum power ($ν_{\mathrm{max}}$), from one-month-long TESS observations of red giants. Meanwhile, for K2 data, our focus extends to inferring the period spacings of dipolar gravity modes ($ΔΠ_{1}$), in addition to $Δν$ and $ν_{\mathrm{max}}$. Our findings demonstrate that our machine learning algorithm can accurately infer $Δν$ and $ν_{\mathrm{max}}$ for approximately 50% of samples created by taking one-month Kepler and K2 observations. For TESS one sector data however, we recover reliable $Δν$ for only about 23% of the stars. Additionally, we get reliable $ΔΠ_{1}$ inferences for about 200 young red-giants from K2. For these $ΔΠ_{1}$ inferences, we see a good match with the well known $Δν-ΔΠ_{1}$ degenerate sequence observed in Kepler red-giants.

We study methods for simultaneous analysis of many noisy and biased estimates, each paired with an even noisier estimate of its own bias. The analyst's goal is to construct short calibrated intervals for each parameter. The standard debiasing approach, which subtracts the bias estimate from each biased estimate, inflates variance and yields long intervals. In this paper, we propose an empirical Bayes rebiasing strategy that starts from the fully debiased estimates and learns from data how much bias to reintroduce by estimating the unknown bias distribution. We provide convergence rates for the coverage of our intervals when the bias distribution is estimated using nonparametric maximum likelihood. Furthermore, we demonstrate substantial precision gains in prediction-powered inference, including pairwise LLM win-rate evaluations, as well as for inference of direct genetic effects in family-based GWAS.

$L_1$-Approximating polynomials, i.e., polynomials that approximate indicator functions in $L_1$-norm under certain distributions, are widely used in computational learning theory. We study the existence of \textit{non-negative} $L_1$-approximating polynomials with respect to Gaussian distributions. This is a stronger requirement than $L_1$-approximation but weaker than sandwiching polynomials (which themselves have many applications). These non-negative approximating polynomials have recently found uses in smoothed learning from positive-only examples. In this short note, we prove that every class of sets with Gaussian surface area (GSA) at most $Γ$ under the standard Gaussian admits degree-$k$ non-negative polynomials that $\eps$-approximate its indicator functions in $L_1$-norm, for $k=\tilde{O}(Γ^2/\varepsilon^2)$. Equivalently, finite GSA implies $L_1$-approximation with the stronger pointwise guarantee that the approximating polynomial has range contained in $[0,\infty)$. Up to a constant-factor, this matches the degree of the best currently known Gaussian $L_1$-approximation degree bound without the non-negativity constraint.